Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20/11/2024 | 1,27% | 87,60 % | 88,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 440 144 CHF | 445 758 CHF | 99,37% | 99,37% |
19/11/2024 | 1,25% | 87,90 % | 89,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 436 758 CHF | 442 253 CHF | 100,00% | 100,00% |
18/11/2024 | 1,11% | 88,30 % | 89,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 441 798 CHF | 446 728 CHF | 100,00% | 100,00% |
15/11/2024 | 1,03% | 88,90 % | 89,90 % | 500 000 | 500 000 | 500 000 | 499 974 | 447 980 CHF | 452 586 CHF | 100,00% | 100,00% |
14/11/2024 | 1,15% | 88,50 % | 89,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 442 793 CHF | 447 927 CHF | 99,10% | 99,10% |
13/11/2024 | 1,33% | 89,30 % | 90,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 449 249 CHF | 455 266 CHF | 100,00% | 100,00% |
12/11/2024 | 1,17% | 90,60 % | 91,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 454 950 CHF | 460 316 CHF | 100,00% | 100,00% |
11/11/2024 | 0,53% | 94,60 % | 95,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 473 945 CHF | 476 445 CHF | 100,00% | 100,00% |
08/11/2024 | 0,53% | 93,50 % | 94,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 468 334 CHF | 470 834 CHF | 100,00% | 100,00% |
07/11/2024 | 0,52% | 95,60 % | 96,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 478 669 CHF | 481 169 CHF | 99,04% | 99,04% |